deribit_basis_zscore_fear_long_v15 · strategy

101

closed trades

36%

win rate

-381.52

total pnl ($)

0.530

weight

7d window — n=24 wr=33% pnl=-121.81 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:12	BTC	Buy	60257→59539	-6.41	timeout
06-28 19:06	BTC	Buy	60576→59486	-9.42	timeout
06-27 20:51	BTC	Buy	59746→60259	+3.91	timeout
06-27 19:39	BTC	Buy	59862→60121	+1.77	timeout
06-27 15:40	BTC	Buy	60442→60794	+2.47	timeout
06-26 16:48	BTC	Buy	59276→60077	+6.21	timeout
06-26 15:34	BTC	Buy	59218→60129	+7.15	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-25 13:59	BTC	Buy	59483→58019.1	-12.67	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61361.1→59848.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:44	BTC	Buy	62912.1→61359.2	-12.79	stop_loss
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62647.9	-2.41	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 06:44	BTC	Buy	64003.2→62906.9	-9.04	timeout
06-23 06:22	BTC	Buy	64099.2→62517.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64163.2→62565.6	-12.93	stop_loss
06-22 07:23	BTC	Buy	64198.2→64232.8	-0.21	timeout
06-22 06:10	BTC	Buy	64177.2→64258.8	+0.17	timeout
06-22 03:43	BTC	Buy	64388.2→64166.8	-2.23	timeout
06-21 03:46	BTC	Buy	63447.2→64394.8	+7.02	timeout
06-21 02:10	BTC	Buy	63473.2→64222.8	+5.42	timeout
06-20 22:26	BTC	Buy	63280.2→64147.8	+6.40	timeout
06-20 00:32	BTC	Buy	63013.2→63596.8	+4.15	timeout
06-19 21:27	BTC	Buy	62923.1→63140.8	+1.23	timeout
06-19 20:22	BTC	Buy	63130.2→62971.9	-1.74	timeout
06-18 15:51	BTC	Buy	64121.2→62524.6	-12.84	stop_loss
06-18 15:40	BTC	Buy	64267.2→62676.5	-12.56	stop_loss
06-18 15:40	BTC	Buy	64336.2→62748.5	-12.51	stop_loss
06-18 09:28	BTC	Buy	65024.3→64222.8	-6.71	timeout
06-17 19:39	BTC	Buy	65836.3→64217.7	-12.75	stop_loss
06-17 18:50	BTC	Buy	65878.3→65877.7	-0.50	timeout
06-17 08:31	BTC	Buy	66735.3→65086.2	-12.84	stop_loss
06-16 19:22	BTC	Buy	66530.3→65665.7	-7.04	timeout
06-16 18:03	BTC	Buy	66800.3→66208.7	-4.95	timeout
06-16 08:08	BTC	Buy	65678.3→66334.7	+4.63	timeout
06-15 13:46	BTC	Buy	64323.2→66549.7	+16.87	timeout
06-15 12:43	BTC	Buy	64317.2→66419.7	+15.91	timeout
06-15 07:00	BTC	Buy	64264.2→65781.7	+11.34	timeout
06-14 08:34	BTC	Buy	63786.2→64425.8	+4.54	timeout
06-14 07:32	BTC	Buy	63762.2→64307.8	+3.83	timeout
06-14 06:08	BTC	Buy	63582.2→64424.8	+6.19	timeout
06-13 08:25	BTC	Buy	63467.2→63733.8	+1.55	timeout
06-13 07:24	BTC	Buy	63015.2→63713.8	+5.08	timeout
06-13 05:19	BTC	Buy	63499.2→63533.8	-0.16	timeout
06-12 07:51	BTC	Buy	62679.1→62988.9	+1.98	timeout
06-12 06:45	BTC	Buy	62885.1→62921.9	-0.21	timeout
06-12 02:03	BTC	Buy	62208.1→63465.8	+9.56	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 16:55	BTC	Buy	61178.1→62104.9	+7.06	timeout
06-10 15:58	BTC	Buy	61088.1→62616.9	+12.06	timeout
06-10 15:03	BTC	Buy	61454.1→62343.9	+6.75	timeout
06-09 15:57	BTC	Buy	62517.1→60977.4	-12.78	stop_loss
06-09 14:39	BTC	Buy	62886.1→61339.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63180.2→61623.1	-12.78	stop_loss
06-09 12:29	BTC	Buy	63072.2→62628.9	-3.93	timeout
06-08 22:38	BTC	Buy	63311.2→63325.8	-0.36	timeout
06-08 21:33	BTC	Buy	61782.1→63647.8	+14.61	timeout
06-08 05:24	BTC	Buy	61864.1→62583.9	+5.37	timeout
06-07 20:59	BTC	Buy	60696→61893.9	+9.44	timeout
06-07 15:36	BTC	Buy	60699→62031.9	+10.52	timeout
06-07 04:32	BTC	Buy	59691→61542.9	+15.07	timeout
06-06 20:12	BTC	Buy	60693→60545	-1.60	timeout
06-06 14:34	BTC	Buy	60539→60879	+2.36	timeout
06-06 04:11	BTC	Buy	61792.1→60269.8	-12.77	stop_loss
06-05 18:52	BTC	Buy	60788→59293.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60915→59417.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61595.1→60069.9	-12.82	stop_loss
06-05 13:51	BTC	Buy	62640.1→61093.4	-12.80	stop_loss
06-05 13:49	BTC	Buy	62743.1→61197.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62721.1→61175.3	-12.76	stop_loss
06-05 06:23	BTC	Buy	62764.1→61213.3	-12.80	stop_loss
06-05 06:21	BTC	Buy	63082.2→61512.2	-12.89	stop_loss
06-05 01:47	BTC	Buy	62655.1→63334.8	+4.99	timeout
06-04 10:49	BTC	Buy	63829.2→62259.7	-12.72	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-04 00:26	BTC	Buy	65314.3→63707.9	-12.74	stop_loss
06-03 20:55	BTC	Buy	66421.3→64784.4	-12.81	stop_loss
06-03 16:27	BTC	Buy	67186.4→65533.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67301.4→65645.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67050.4→65401	-12.75	stop_loss
06-03 03:43	BTC	Buy	67479.4→65819.8	-12.75	stop_loss
06-02 23:01	BTC	Buy	67834.4→66163.6	-12.77	stop_loss
06-02 19:33	BTC	Buy	68016.4→66329.5	-12.85	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 12:31	BTC	Buy	70898.5→69152.9	-12.83	stop_loss
06-02 12:17	BTC	Buy	70948.5→69203.9	-12.80	stop_loss
06-01 22:25	BTC	Buy	73979.7→71210.8	-19.31	stop_loss
06-01 04:36	BTC	Buy	74174.7→73419.3	-5.57	timeout
05-31 18:52	BTC	Buy	73970.7→73576.3	-3.17	timeout
05-31 16:55	BTC	Buy	73896.7→73517.3	-3.07	timeout
05-31 14:58	BTC	Buy	73895.7→73587.3	-2.55	timeout
05-29 18:54	BTC	Buy	73653.7→73312.3	-2.83	timeout
05-29 16:52	BTC	Buy	73378.7→73925.3	+3.19	timeout
05-29 15:44	BTC	Buy	73009.7→73786.3	+4.82	timeout
05-29 14:35	BTC	Buy	72880.6→72825.4	-0.96	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

36%

win rate

-381.52

total pnl ($)

-75.3 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	101	36%	-75.3	-381.52

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 23:48	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…